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Table Visualization¶

Out[13]:
  category codeCOT futures latest deltaW zscore3M zscore6M
0 equities 13874A E-MINI S&P 500 -82,549 18,410 1.968013 0.851568
1 equities 1170E1 VIX FUTURES -31,322 19,009 2.414984 0.843781
2 equities 239742 RUSSELL E-MINI -27,831 -5,379 -0.961110 0.053779
3 equities 12460+ DJIA Consolidated 17,138 385 -0.860867 0.635203
4 equities 209742 NASDAQ MINI 9,781 12,567 -0.630783 -0.539417
5 equities 240741 NIKKEI STOCK AVERAGE -1,918 588 1.289155 0.950641
6 rates 043602 UST 10Y NOTE -555,037 56,308 1.137079 1.413206
7 rates 044601 UST 5Y NOTE -1,250,680 42,919 -0.044134 0.428013
8 rates 042601 UST 2Y NOTE -953,302 -9,221 0.865291 1.437955
9 rates 020601 UST BOND -69,613 -12,488 0.237465 0.791998
10 rates 045601 FED FUNDS -30,696 42,519 1.889266 1.932209
11 rates 132741 EURODOLLARS-3M 0 0 0.000000 0.000000
12 currencies 098662 USD INDEX -1,158 757 -1.269477 -1.062948
13 currencies 097741 JAPANESE YEN -162,202 -17,770 -1.751031 -2.248760
14 currencies 099741 EURO FX 31,833 16,393 -1.129790 -1.536739
15 currencies 096742 BRITISH POUND 26,744 -10,612 -0.915310 0.331466
16 currencies 232741 AUSTRALIAN DOLLAR -91,698 11,691 -0.607146 -1.012757
17 currencies 090741 CANADIAN DOLLAR -55,421 -1,515 -1.610767 -0.763791
18 currencies 095741 MEXICAN PESO 139,721 6,061 1.690917 1.890039
19 currencies 112741 NZ DOLLAR -13,547 -6,019 -2.122507 -0.989897
20 currencies 092741 SWISS FRANC -32,485 -9,423 -2.108356 -2.499009
21 commodities 133741 BITCOIN -299 -320 1.722796 1.362730
22 commodities 06765T BRENT LAST DAY -23,766 121 -0.693623 0.047117
23 commodities 088691 GOLD 234,504 -2,070 1.295651 1.297991
24 commodities 085692 COPPER- #1 43,960 22,793 1.893571 2.555847
25 commodities 023651 NAT GAS NYME -132,428 -12,640 -0.679046 -1.039332
26 commodities 111659 GASOLINE RBOB 83,401 -365 1.713321 1.420924
27 commodities 022651 NY HARBOR ULSD 9,652 -2,156 -1.266010 -1.764276
28 commodities 084691 SILVER 52,500 348 1.417482 1.933581
29 commodities 076651 PLATINUM 22,002 11,546 1.755583 1.465456
30 commodities 002602 CORN -216,408 -11,094 0.413703 -0.633554
31 commodities 005602 SOYBEANS -154,261 -6,114 -0.302702 -0.997480
32 commodities 001602 WHEAT-SRW -55,408 8,097 -0.675302 0.147661
33 commodities 001612 WHEAT-HRW -40,260 -3,838 -1.930644 -1.979712
34 commodities 057642 LIVE CATTLE 68,150 -15,769 -0.003525 0.105031
35 commodities 054642 LEAN HOGS 110,102 16,778 1.554723 2.127445
36 commodities 080732 SUGAR NO. 11 85,448 -18,451 0.911238 -0.343566
37 commodities 033661 COTTON NO. 2 77,412 -15,325 0.137064 0.803609
38 commodities 083731 COFFEE C 72,928 7,565 2.635090 1.535898
39 commodities 073732 COCOA 22,872 -1,526 -1.225797 -1.841320
40 commodities 040701 FRZN CONCENTRATED ORANGE JUICE 1,460 -157 0.119654 -0.565713

Plotting plotly¶

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